Option prices and risk-neutral densities for currency cross rates
Stephen J. Taylor; Yaw-Huei Wang
| Year of publication: |
2010
|
|---|---|
| Authors: | Taylor, Stephen ; Wang, Yaw-huei |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 4, p. 324-360
|
| Subject: | Währungsderivat | Currency derivative | Devisenoption | Currency option | OTC-Handel | OTC market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | F31 - Foreign Exchange ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003962596